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Hierarchical Optimization and Mathematical Physics
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Catalogue Information
Field name
Details
Dewey Class
519
Title
Hierarchical Optimization and Mathematical Physics ([EBook] /) / by Vladimir Tsurkov.
Author
Tsurkov, Vladimir
Other name(s)
SpringerLink (Online service)
Publication
Boston, MA : : Springer US : : Imprint: Springer, , 2000.
Physical Details
X, 310 p. : online resource.
Series
Applied Optimization
1384-6485 ; ; 37
ISBN
9781461546672
Summary Note
This book should be considered as an introduction to a special dass of hierarchical systems of optimal control, where subsystems are described by partial differential equations of various types. Optimization is carried out by means of a two-level scheme, where the center optimizes coordination for the upper level and subsystems find the optimal solutions for independent local problems. The main algorithm is a method of iterative aggregation. The coordinator solves the problern with macrovariables, whose number is less than the number of initial variables. This problern is often very simple. On the lower level, we have the usual optimal control problems of math ematical physics, which are far simpler than the initial statements. Thus, the decomposition (or reduction to problems ofless dimensions) is obtained. The algorithm constructs a sequence of so-called disaggregated solutions that are feasible for the main problern and converge to its optimal solutionunder certain assumptions ( e.g., under strict convexity of the input functions). Thus, we bridge the gap between two disciplines: optimization theory of large-scale systems and mathematical physics. The first motivation was a special model of branch planning, where the final product obeys a preset assortment relation. The ratio coefficient is maximized. Constraints are given in the form of linear inequalities with block diagonal structure of the part of a matrix that corresponds to subsystems. The central coordinator assem bles the final production from the components produced by the subsystems.:
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site
http://dx.doi.org/10.1007/978-1-4615-4667-2
Links to Related Works
Subject References:
Applications of Mathematics
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Applied mathematics
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Calculus of variations
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Calculus of variations and optimal control; optimization
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Economic theory
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Economic Theory/Quantitative Economics/Mathematical Methods
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Engineering mathematics
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Mathematical optimization
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Mathematics
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Optimization
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System theory
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Systems Theory, Control
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Authors:
Tsurkov, Vladimir
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Corporate Authors:
SpringerLink (Online service)
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Series:
Applied Optimization
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Classification:
519
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